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configure for market making

How is this configured for market making? If I am correct glancing through the code this is a trading engine as you highlight it, but it lacks the market making logic itself.

test failure

Possibly related to PR #140

To reproduce:

$ cargo build --release
$ cargo test --release

Output of cargo test --release:

...
   Compiling mmb_rpc v0.1.0 (/Users/jgarzik/repo/purefinance/mmb/mmb_rpc)
   Compiling core_tests v0.1.0 (/Users/jgarzik/repo/purefinance/mmb/core_tests)
   Compiling example v0.1.0 (/Users/jgarzik/repo/purefinance/mmb/example)
   Compiling binance v0.1.0 (/Users/jgarzik/repo/purefinance/mmb/exchanges/binance)
   Compiling semver-parser v0.10.2
error[E0599]: no method named `get_specific_currency_pair` found for struct `Arc<mmb_core::core::exchanges::general::exchange::Exchange>` in the current scope
   --> exchanges/binance/tests/binance/binance_builder.rs:126:22
    |
126 |             exchange.get_specific_currency_pair(OrderProxy::default_currency_pair()),
    |                      ^^^^^^^^^^^^^^^^^^^^^^^^^^ method not found in `Arc<mmb_core::core::exchanges::general::exchange::Exchange>`

error[E0599]: no method named `get_specific_currency_pair` found for struct `dashmap::mapref::one::Ref<'_, mmb_core::core::exchanges::common::ExchangeAccountId, Arc<mmb_core::core::exchanges::general::exchange::Exchange>>` in the current scope
   --> exchanges/binance/tests/control_panel/statistics.rs:134:22
    |
134 |             exchange.get_specific_currency_pair(test_currency_pair),
    |                      ^^^^^^^^^^^^^^^^^^^^^^^^^^ method not found in `dashmap::mapref::one::Ref<'_, mmb_core::core::exchanges::common::ExchangeAccountId, Arc<mmb_core::core::exchanges::general::exchange::Exchange>>`

For more information about this error, try `rustc --explain E0599`.
error: could not compile `binance` due to 2 previous errors
warning: build failed, waiting for other jobs to finish...
error: build failed

What is the benefit of having two channels for main and secondary for WS?

As title states, trying to understand why websocket has two different channels (/core/src/connectivity/websocket.rs)

pub struct WsSender {
    /// Main websocket connection sender
    main_sender: mpsc::UnboundedSender<Message>,
    /// Secondary websocket connection sender
    secondary_sender: Option<mpsc::UnboundedSender<Message>>,
    /// Cancellation token for service futures
    _cancel: CancellationTokenDropGuard,
}

Is one for hotpath data such as trades/orderbook updates and the secondary one for intra service communication, trigger callback etc?

json parsing error in process_snapshot_update

image

I found the error when parsing message below in process_snapshot_update function I thinks you miss that.

"{"stream":"bnbusdt@depth20@100ms","data":{"lastUpdateId":8193113657,"bids":[["261.90000000","307.95300000"],["261.80000000","183.24100000"],["261.70000000","277.19900000"],["261.60000000","312.09600000"],["261.50000000","212.37300000"],["261.40000000","358.77600000"],["261.30000000","151.94600000"],["261.20000000","212.75500000"],["261.10000000","55.23900000"],["261.00000000","43.52300000"],["260.90000000","398.35900000"],["260.80000000","42.61500000"],["260.70000000","13.45200000"],["260.60000000","12.45600000"],["260.50000000","309.97400000"],["260.40000000","213.23200000"],["260.30000000","22.78500000"],["260.20000000","200.26200000"],["260.10000000","93.08900000"],["260.00000000","244.36900000"]],"asks":[["262.00000000","148.62600000"],["262.10000000","410.42700000"],["262.20000000","364.45100000"],["262.30000000","203.41100000"],["262.40000000","217.99700000"],["262.50000000","240.78200000"],["262.60000000","152.49000000"],["262.70000000","85.76200000"],["262.80000000","88.35300000"],["262.90000000","139.17200000"],["263.00000000","573.59400000"],["263.10000000","99.32500000"],["263.20000000","144.94100000"],["263.30000000","23.32800000"],["263.40000000","868.97000000"],["263.50000000","483.51100000"],["263.60000000","24.43900000"],["263.70000000","45.46600000"],["263.80000000","86.88300000"],["263.90000000","49.03600000"]]}}"

State of Serum Connector

Hi,

I can see Serum connector still is flagged as yellow, where can I read about the issues or challenges ?

Thanks.

test core::exchanges::exchange_blocker::tests::block_many_times_with_stop_exchange_blocker ... FAILED

Testing with cargo test passes.
Testing with cargo test --release fails.

OS: MacOS
Platform:

$ rustc --version
rustc 1.50.0 (cb75ad5db 2021-02-10)

test core::exchanges::exchange_blocker::tests::block_with_first_long_handler ... ok
test core::exchanges::exchange_blocker::tests::block_duration ... ok
test core::exchanges::exchange_blocker::tests::reblock_before_time_is_up ... ok
test core::exchanges::exchange_blocker::tests::block_many_times_with_stop_exchange_blocker ... FAILED
test core::connectivity::connectivity_manager::tests::should_connect_and_reconnect_normally ... ok
test core::connectivity::websocket_actor::tests::connect_and_send_msg ... ok

failures:

---- core::exchanges::exchange_blocker::tests::block_many_times_with_stop_exchange_blocker stdout ----
thread 'core::exchanges::exchange_blocker::tests::block_many_times_with_stop_exchange_blocker' panicked at 'Timeout was exceeded (2000 ms)', src/core/exchanges/exchange_blocker.rs:1147:39
note: run with `RUST_BACKTRACE=1` environment variable to display a backtrace


failures:
    core::exchanges::exchange_blocker::tests::block_many_times_with_stop_exchange_blocker

test result: FAILED. 44 passed; 1 failed; 0 ignored; 0 measured; 0 filtered out; finished in 3.74s

error: test failed, to rerun pass '--lib'

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